Abstract
The distribution of the ratio X/Y is derived when X and Y are independent Fréchet random variables. Extensive tabulations of the associated percentage points are also given.
Similar content being viewed by others
References
A.P. Basu R.H. Lochner (1971) ArticleTitleOn the distribution of the ratio of two random variables having generalized life distributions Technometrics 13 281–287 Occurrence Handle10.2307/1266790
I.S. Gradshteyn I.M. Ryzhik (2000) Table of Integrals, Series, and Products EditionNumbersixth Academic Press San Diego
D.L. Hawkins C.-P. Han (1986) ArticleTitleBivariate distributions of some ratios of independent noncentral chi-square random variables Communications in Statistics – Theory and Methods 15 261–277
P.J. Korhonen S.C. Narula (1989) ArticleTitleThe probability distribution of the ratio of the absolute values of two normal variables Journal of Statistical Computation and Simulation 33 173–182
Kotz, S. and Nadarajah, S. (2000). Extreme Value Distributions: Theory and Applications. Imperial College Press.
G. Marsaglia (1965) ArticleTitleRatios of normal variables and ratios of sums of uniform variables Journal of the American Statistical Association 60 193–204 Occurrence Handle10.2307/2283145
T. Pham-Gia (2000) ArticleTitleDistributions of the ratios of independent beta variables and applications Communications in Statistics – Theory and Methods 29 2693–2715
S.J. Press (1969) ArticleTitleThe t ratio distribution Journal of the American Statistical Association 64 242–252 Occurrence Handle10.2307/2283732
S.B. Provost (1989) ArticleTitleOn the distribution of the ratio of powers of sums of gamma random variables Pakistan Journal Statistics 5 157–174
Prudnikov, A. P., Brychkov, Y. A. and Marichev, O. I. (1986). Integrals and Series (volumes 1, 2 and 3). Amsterdam: Gordon and Breach Science Publishers.
Shcolnick, S. M. (1985). On the ratio of independent stable random variables. Stability Problems for Stochastic Models (Uzhgorod, 1984), Lecture Notes in Mathematics, 1155, Springer, pp. 349–354.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Nadarajah, S., Kotz, S. On the Ratio of Fréchet Random Variables. Qual Quant 40, 861–868 (2006). https://doi.org/10.1007/s11135-005-5484-5
Issue Date:
DOI: https://doi.org/10.1007/s11135-005-5484-5